What change does the installer make to my system if I say "yes"? I know what X Windows is, but I don't know why the installer wants to know if I plan to use it. Does it enable/disable X somehow based on my answer?

2 Answers
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The only part of a OS with direct access to the hardware is the kernel. In traditional unix systems, the X server (XFree86/Xorg) needs direct access to the graphics hardware, i.e. a userland process needs to bypass the kernel. This is a big security problem, so OpenBSD ask you for confirmation.

If you answer "yes", the installer change the sysctl entry (kernel configuration parameter that can be set at runtime) machdep.allowaperture=0 to machdep.allowaperture=2.

The new graphic stack of xorg (KMS) will fix this problem but it's necessary to port KMS to OpenBSD.

According to the FAQ, this question results in enabling the xf86(4) aperture driver, which allows the X server (or any other process that has access to it) to directly access the video memory.

11.2 - Configuring X

Good news: In the vast majority of hardware in most platforms, X requires no configuration at all, it Just Works.

The details of manual configuration of X varies considerably from platform to platform. In all cases, there will be instructions and other platform-specific information in /usr/X11R6/README in the installed system.

Several platforms require the xf86(4) X aperture driver, which provides access to the memory and I/O ports of a VGA board and the PCI configuration registers required by the X servers. This driver must be enabled before it is used, either by answering "yes" to this question during install:

Do you expect to run the X window System [no]

or by changing the value of machdep.allowaperture to the appropriate non-zero value in /etc/sysctl.conf for your platform, and rebooting the machine (this sysctl cannot be changed after boot has been completed for security reasons). There are security implications to this, so do not do this if you do not need it.